SELECTING WAVELET TRANSFORMS MODEL IN FORECASTING FINANCIAL TIME SERIES DATA BASED ON ARIMA MODEL

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AL WADIA S.; TAHIR ISMAIL M.

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Journal Paper

Paper Information

Journal: APPLIED MATHEMATICAL SCIENCES Year:2011 | Volume:5 | Issue:7 Page(s): 315-326

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Information Journal Paper

Title

SELECTING WAVELET TRANSFORMS MODEL IN FORECASTING FINANCIAL TIME SERIES DATA BASED ON ARIMA MODEL

Author(s)

AL WADIA S. | TAHIR ISMAIL M. | Issue Writer Certificate

Keywords

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Abstract

Cites

CHAOS ANALYSIS, WAVELET DECOMPOSITION AND THE PERFORMANCE OF NEURAL NETWORK MODELS IN FORECASTING TEHRAN STOCK EXCHANGE INDEX
LONG MEMORY INVESTIGATION AND APPLICATION OF WAVELET DECOMPOSITION TO IMPROVE THE PERFORMANCE OF STOCK MARKET VOLATILITY FORECASTING

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APA: Copy

AL WADIA, S., & TAHIR ISMAIL, M.. (2011). SELECTING WAVELET TRANSFORMS MODEL IN FORECASTING FINANCIAL TIME SERIES DATA BASED ON ARIMA MODEL. APPLIED MATHEMATICAL SCIENCES, 5(7), 315-326. SID. https://sid.ir/paper/608728/en

Vancouver: Copy

AL WADIA S., TAHIR ISMAIL M.. SELECTING WAVELET TRANSFORMS MODEL IN FORECASTING FINANCIAL TIME SERIES DATA BASED ON ARIMA MODEL. APPLIED MATHEMATICAL SCIENCES[Internet]. 2011;5(7):315-326. Available from: https://sid.ir/paper/608728/en

IEEE: Copy

S. AL WADIA, and M. TAHIR ISMAIL, “SELECTING WAVELET TRANSFORMS MODEL IN FORECASTING FINANCIAL TIME SERIES DATA BASED ON ARIMA MODEL,” APPLIED MATHEMATICAL SCIENCES, vol. 5, no. 7, pp. 315–326, 2011, [Online]. Available: https://sid.ir/paper/608728/en

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